Scandinavian Working Papers in Economics

Memorandum,
Oslo University, Department of Economics

No 14/2010: OLS with Multiple High Dimensional Category Dummies

Simen Gaure ()
Additional contact information
Simen Gaure: Dept. of Economics, University of Oslo, Postal: Department of Economics, University of Oslo, P.O Box 1095 Blindern, N-0317 Oslo, Norway

Abstract: We present some theoretical results which simplifies the estimation of linear models with multiple high-dimensional fixed effects. In particular, we show how to sweep out multiple fixed effects from the normal equations, in analogy with the common within-groups estimator

Keywords: Method of Alternating Projections; Multiple Fixed Effects; OLS

JEL-codes: C13; C33; C60

7 pages, January 3, 2011

Full text files 

Memo-14-2010.pdf PDF-file

Download statistics

Questions (including download problems) about the papers in this series should be directed to Mari Strønstad Øverås ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2024-04-17 00:05:48.